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A Portfolio Model of Capital Flows to Emerging Markets
16 references·1 citing·48 second hop
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References

  • 2002Closing Small Open Economy Models2,432 cited
  • 1999The External Wealth of Nations Measures of Foreign Assets and Liabilities for Industrial and Developing Countries766 cited
  • 1970The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments731 cited
  • 2005The global saving glut and the U.S. current account deficit663 cited
  • 1994Business Cycles and the Asset Structure of Foreign Trade561 cited
  • 1995The International Diversification Puzzle is Worse Than You Think561 cited
  • 2007Financial Integration, Financial Deepness and Global Imbalances320 cited
  • 2005A Global Perspective on External Positions235 cited
  • 2006The External Wealth of Nations Mark II224 cited
  • 2006The Optimal Level of International Reserves for Emerging Market Countries196 cited
  • 2005Portfolio Choice in a Monetary Open-Economy DSGE Model107 cited
  • 2007The Valuation Channel of External Adjustment106 cited
  • 2006International Portfolio Equilibrium and the Current Account105 cited
  • 2005A Global Perspective on External Positions98 cited
  • 2003The Impact of Exchange Rate Movements on U.S. Foreign Debt97 cited

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  • 2008Financial integration and the wealth effect of exchange rate fluctuations88 cited
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    • 2008The Cyclical Properties of Disaggregated Capital Flows26 cited